mpi Allocator
As part of the mpi Stylus Pro Suite, Allocator provides users with a complete asset allocation and portfolio optimization tool. Whether you work with asset class-level optimization or product-level construction, Allocator will become a powerful part of your arsenal. Since its introduction, Allocator has become a standout solution for everyone from asset allocation specialists to hedge fund of funds. Used in conjunction with mpi Stylus Pro’s other modules, you now have a single tool that provides analysis and reporting for the entire investment process from asset allocation to product analysis to actual portfolio implementation.
Click here to view a sample MPI Allocator report.
Feature Set
- Multiple models to choose from: mean-variance optimization, Black-Litterman, downside risk optimization, mean-benchmark tracking optimization
- View and analyze multiple frontiers at one time
- Calibrated Frontiers: MPI’s proprietary robust approach to re-sampling
- Monte-Carlo simulation or probabilistic forecasting of wealth and returns
- Model projected portfolio cash flows
- User-specified objectives: optimize on expected return, alpha, fund score or other provided factors
- Design your own charts, tables, graphs and reports
- Connects with other mpi Stylus Pro modules for quick and easy historical portfolio analysis